Head of the Risk Modelling Unit, Banque de France, Adjunct Professor, Université Paris - Dauphine
Olivier Toutain hold a diploma in engineering, with a major in applied mathematics, and graduated from the University Paris-Dauphine with a post master’s qualification. He is currently the head of the risk modelling unit at Banque de France. Just before joining the Banque de France, he was responsible for the quantitative methodologies in the European Structured Finance Group at Moody’s. Previously, he spent several years analyzing and rating different types of securitizations (from Synthetic CDO Tranches to Esoteric ABS), and creating the first simulation-based analyzer of CDO Tranche. He is also adjunct professor at Université Paris - Dauphine since 2013.